+553.1%
MA vs MPC
+1,096.9%
-543.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +2.3% | -16.2% | +18.5% | +7.2% |
| 30D | +14.7% | -15.7% | +30.4% | +19.7% |
| 3M | +13.5% | +24.9% | -11.4% | +5.3% |
| 6M | +33.1% | +52.7% | -19.5% | +15.9% |
| YTD | +15.1% | +131.9% | -116.8% | -12.7% |
| 1Y | +18.7% | +96.6% | -77.9% | -5.5% |
| 3Y | +72.1% | +163.8% | -91.7% | +20.8% |
| 5Y | +92.8% | +533.1% | -440.3% | -2.5% |
| All | +553.1% | +1,096.9% | -543.8% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling